+1,196.5%
ENTG vs VFC
+608.6%
+587.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | -9.3% | +3.5% | -12.8% | -10.9% |
| 30D | -16.4% | +38.3% | -54.6% | -30.0% |
| 3M | -3.8% | +40.2% | -44.0% | -20.4% |
| 6M | -6.9% | +10.6% | -17.6% | -14.1% |
| YTD | +65.0% | +16.7% | +48.2% | +46.7% |
| 1Y | +61.7% | +45.0% | +16.7% | +27.7% |
| 3Y | +46.6% | +48.8% | -2.1% | -8.0% |
| 5Y | -2.7% | -67.6% | +64.9% | +44.5% |
| 10Y | +743.3% | -47.5% | +790.8% | +678.6% |
| All | +1,196.5% | +608.6% | +587.9% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling